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<h2 id="understand-the-backtesting-result">Understand the backtesting result<a class="headerlink" href="#understand-the-backtesting-result" title="Permanent link">&para;</a></h2>
<p>The most important in the backtesting is to understand the result.</p>
<p>A backtesting result will look like that:</p>
<div class="highlight"><pre><span></span><code> BACKTESTING REPORT
┏━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
┡━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
│ LTC/USDT:USDT │ 16 │ 1.0 │ 56.176 │ 5.62 │ 16:16:00 │ 16 0 0 100 │
│ ETC/USDT:USDT │ 12 │ 0.72 30.936 │ 3.09 │ 9:55:00 │ 11 0 1 91.7 │
│ ETH/USDT:USDT │ 8 │ 0.66 17.864 │ 1.79 │ 1 day, 13:55:00 │ 7 0 1 87.5 │
│ XLM/USDT:USDT │ 10 │ 0.31 11.054 │ 1.11 │ 12:08:00 │ 9 0 1 90.0 │
│ BTC/USDT:USDT │ 8 │ 0.21 7.289 │ 0.73 │ 3 days, 1:24:00 │ 6 0 2 75.0 │
│ XRP/USDT:USDT │ 9 │ -0.14 -7.261 │ -0.73 │ 21:18:00 │ 8 0 1 88.9 │
│ DOT/USDT:USDT │ 6 │ -0.4 │ -9.187 │ -0.92 │ 5:35:00 │ 4 0 2 66.7 │
│ ADA/USDT:USDT │ 8 │ -1.76 -52.098 │ -5.21 │ 11:38:00 │ 6 0 2 75.0 │
│ TOTAL │ 77 │ 0.22 54.774 │ 5.48 │ 22:12:00 │ 67 0 10 87.0 │
└───────────────┴────────┴──────────────┴─────────────────┴──────────────┴─────────────────┴────────────────────────┘
LEFT OPEN TRADES REPORT
┏━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
┡━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
│ BTC/USDT:USDT │ 1 │ -4.14 │ -9.930 │ -0.99 │ 17 days, 8:00:00 │ 0 0 1 0 │
│ ETC/USDT:USDT │ 1 │ -4.24 │ -15.365 │ -1.54 │ 10:40:00 │ 0 0 1 0 │
│ DOT/USDT:USDT │ 1 │ -5.29 │ -19.125 │ -1.91 │ 11:30:00 │ 0 0 1 0 │
│ TOTAL │ 3 │ -4.56 │ -44.420 │ -4.44 │ 6 days, 2:03:00 │ 0 0 3 0 │
└───────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────────┴────────────────────────┘
ENTER TAG STATS
┏━━━━━━━━━━━┳━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
┃ Enter Tag ┃ Entries ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
┡━━━━━━━━━━━╇━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
│ OTHER │ 77 │ 0.22 54.774 │ 5.48 │ 22:12:00 │ 67 0 10 87.0 │
│ TOTAL │ 77 │ 0.22 54.774 │ 5.48 │ 22:12:00 │ 67 0 10 87.0 │
└───────────┴─────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
EXIT REASON STATS
┏━━━━━━━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
┃ Exit Reason ┃ Exits ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
┡━━━━━━━━━━━━━╇━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
│ roi │ 67 │ 1.05 242.179 │ 24.22 │ 15:49:00 │ 67 0 0 100 │
│ exit_signal │ 4 │ -2.23 │ -31.217 │ -3.12 │ 1 day, 8:38:00 │ 0 0 4 0 │
│ force_exit │ 3 │ -4.56 │ -44.420 │ -4.44 │ 6 days, 2:03:00 │ 0 0 3 0 │
│ stop_loss │ 3 │ -10.14 │ -111.768 │ -11.18 │ 1 day, 3:05:00 │ 0 0 3 0 │
│ TOTAL │ 77 │ 0.22 54.774 │ 5.48 │ 22:12:00 │ 67 0 10 87.0 │
└─────────────┴───────┴──────────────┴─────────────────┴──────────────┴─────────────────┴────────────────────────┘
MIXED TAG STATS
┏━━━━━━━━━━━┳━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
┃ Enter Tag ┃ Exit Reason ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
┡━━━━━━━━━━━╇━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
│ │ roi │ 67 │ 1.05 242.179 │ 24.22 │ 15:49:00 │ 67 0 0 100 │
│ │ exit_signal │ 4 │ -2.23 │ -31.217 │ -3.12 │ 1 day, 8:38:00 │ 0 0 4 0 │
│ │ force_exit │ 3 │ -4.56 │ -44.420 │ -4.44 │ 6 days, 2:03:00 │ 0 0 3 0 │
│ │ stop_loss │ 3 │ -10.14 │ -111.768 │ -11.18 │ 1 day, 3:05:00 │ 0 0 3 0 │
│ TOTAL │ │ 77 │ 0.22 54.774 │ 5.48 │ 22:12:00 │ 67 0 10 87.0 │
└───────────┴─────────────┴────────┴──────────────┴─────────────────┴──────────────┴─────────────────┴────────────────────────┘
SUMMARY METRICS
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┓
┃ Metric ┃ Value ┃
┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┩
│ Backtesting from │ 2025-07-01 00:00:00 │
│ Backtesting to │ 2025-08-01 00:00:00 │
│ Trading Mode │ Isolated Futures │
│ Max open trades │ 3 │
│ │ │
│ Total/Daily Avg Trades │ 77 / 2.48 │
│ Starting balance │ 1000 USDT │
│ Final balance │ 1054.669 USDT │
│ Absolute profit │ 54.669 USDT │
│ Total profit % │ 5.47% │
│ CAGR % │ 87.14% │
│ Sortino 2.46
│ Sharpe 3.73
│ Calmar │ 40.81
│ SQN │ 0.69
│ Profit factor │ 1.29
│ Expectancy (Ratio) │ 0.71 (0.04) │
│ Avg. daily profit │ 1.764 USDT │
│ Avg. stake amount │ 345.251 USDT │
Total trade volume53352.96 USDT
Long / Short trades67 / 10
│ Long / Short profit % │ 8.93% / -3.46%
│ Long / Short profit USDT89.262 / -34.593
Best PairLTC/USDT:USDT 5.62%
Worst Pair │ ADA/USDT:USDT -5.21%
Best tradeETC/USDT:USDT 2.00%
Worst trade │ ADA/USDT:USDT -10.17%
Best day26.931 USDT
Worst day │ -47.741 USDT │
Days win/draw/lose │ 20 / 6 / 5
Min/Max/Avg. Duration Winners │ 0d 00:35 / 5d 18:15 / 0d 15:49
│ Min/Max/Avg. Duration Losers │ 0d 10:40 / 17d 08:00 / 2d 17:00
│ Max Consecutive Wins / Loss │ 36 / 3
Rejected Entry signals │ 258
Entry/Exit Timeouts0 / 0
Min/Max balance realized │ 1003.168 USDT / 1149.577 USDT
│ Min/Max balance unrealized │ 1000 USDT / 1149.577 USDT
│ Min/Max balance dates │ 2025-07-01 00:05:00 / 2025-07-22 15:15:00
Max % of account underwater │ 8.26%
Absolute drawdown │ 94.908 USDT (8.26%)
Drawdown duration │ 9 days 08:50:00
│ Profit at drawdown start149.577 USDT │
Profit at drawdown end │ 54.669 USDT
│ Drawdown start │ 2025-07-22 15:10:00 │
Drawdown end │ 2025-08-01 00:00:00
Market change30.51%
└───────────────────────────────┴───────────────────────────────────────────┘
<div class="highlight"><pre><span></span><code> BACKTESTING REPORT
┏━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
┡━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
│ LTC/USDT:USDT │ 16 │ 1.01 │ 56.882 │ 5.69 │ 16:16:00 │ 16 0 0 100 │
│ ETC/USDT:USDT │ 12 │ 0.7331.513 │ 3.15 │ 9:55:00 │ 11 0 1 91.7 │
│ ETH/USDT:USDT │ 8 │ 0.6918.659 │ 1.87 │ 1 day, 13:55:00 │ 7 0 1 87.5 │
│ XLM/USDT:USDT │ 10 │ 0.3 │ 10.694 │ 1.07 │ 12:08:00 │ 9 0 1 90.0 │
│ BTC/USDT:USDT │ 8 │ 0.22 │ 7.502 │ 0.75 │ 3 days, 1:24:00 │ 6 0 2 75.0 │
│ XRP/USDT:USDT │ 9 │ -0.13-6.837 │ -0.68 │ 21:18:00 │ 8 0 1 88.9 │
│ DOT/USDT:USDT │ 6 │ -0.39 │ -9.169 │ -0.92 │ 5:35:00 │ 4 0 2 66.7 │
│ ADA/USDT:USDT │ 8 │ -1.75 │ -52.089 │ -5.21 │ 11:38:00 │ 6 0 2 75.0 │
│ TOTAL │ 77 │ 0.2357.157 │ 5.72 │ 22:12:00 │ 67 0 10 87.0 │
└───────────────┴────────┴──────────────┴─────────────┴──────────────┴─────────────────┴────────────────────────┘
LEFT OPEN TRADES REPORT
┏━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
┡━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
│ BTC/USDT:USDT │ 1 │ -4.14 │ -9.930 │ -0.99 │ 17 days, 8:00:00 │ 0 0 1 0 │
│ ETC/USDT:USDT │ 1 │ -4.24 │ -15.365 │ -1.54 │ 10:40:00 │ 0 0 1 0 │
│ DOT/USDT:USDT │ 1 │ -5.29 │ -19.166 │ -1.92 │ 11:30:00 │ 0 0 1 0 │
│ TOTAL │ 3 │ -4.56 │ -44.461 │ -4.45 │ 6 days, 2:03:00 │ 0 0 3 0 │
└───────────────┴────────┴──────────────┴─────────────┴──────────────┴──────────────────┴────────────────────────┘
ENTER TAG STATS
┏━━━━━━━━━━━┳━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
┃ Enter Tag ┃ Entries ┃ Avg Profit % ┃ Tot Profit ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
┡━━━━━━━━━━━╇━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
│ OTHER │ 77 │ 0.2357.157 │ 5.72 │ 22:12:00 │ 67 0 10 87.0 │
│ TOTAL │ 77 │ 0.2357.157 │ 5.72 │ 22:12:00 │ 67 0 10 87.0 │
└───────────┴─────────┴──────────────┴─────────────┴──────────────┴──────────────┴────────────────────────┘
EXIT REASON STATS
┏━━━━━━━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
┃ Exit Reason ┃ Exits ┃ Avg Profit % ┃ Tot Profit ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
┡━━━━━━━━━━━━━╇━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
│ roi │ 67 │ 1.06245.117 │ 24.51 │ 15:49:00 │ 67 0 0 100 │
│ exit_signal │ 4 │ -2.23 │ -31.226 │ -3.12 │ 1 day, 8:38:00 │ 0 0 4 0 │
│ force_exit │ 3 │ -4.56 │ -44.461 │ -4.45 │ 6 days, 2:03:00 │ 0 0 3 0 │
│ stop_loss │ 3 │ -10.14 │ -112.273 │ -11.23 │ 1 day, 3:05:00 │ 0 0 3 0 │
│ TOTAL │ 77 │ 0.2357.157 │ 5.72 │ 22:12:00 │ 67 0 10 87.0 │
└─────────────┴───────┴──────────────┴─────────────┴──────────────┴─────────────────┴────────────────────────┘
MIXED TAG STATS
┏━━━━━━━━━━━┳━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
┃ Enter Tag ┃ Exit Reason ┃ Trades ┃ Avg Profit % ┃ Tot Profit ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
┡━━━━━━━━━━━╇━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
│ │ roi │ 67 │ 1.06245.117 │ 24.51 │ 15:49:00 │ 67 0 0 100 │
│ │ exit_signal │ 4 │ -2.23 │ -31.226 │ -3.12 │ 1 day, 8:38:00 │ 0 0 4 0 │
│ │ force_exit │ 3 │ -4.56 │ -44.461 │ -4.45 │ 6 days, 2:03:00 │ 0 0 3 0 │
│ │ stop_loss │ 3 │ -10.14 │ -112.273 │ -11.23 │ 1 day, 3:05:00 │ 0 0 3 0 │
│ TOTAL │ │ 77 │ 0.2357.157 │ 5.72 │ 22:12:00 │ 67 0 10 87.0 │
└───────────┴─────────────┴────────┴──────────────┴─────────────┴──────────────┴─────────────────┴────────────────────────┘
SUMMARY METRICS
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┓
┃ Metric ┃ Value ┃
┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┩
│ Backtesting from │ 2025-07-01 00:00:00 │
│ Backtesting to │ 2025-08-01 00:00:00 │
│ Trading Mode │ Isolated Futures │
│ Max open trades │ 3 │
│ │
│ Total/Daily Avg Trades │ 77 / 2.48 │
│ Starting balance │ 1000 USDT │
│ Final balance │ 1057.157 USDT │
│ Absolute profit │ 57.157 USDT │
│ Total profit % │ 5.72% │
│ CAGR % │ 92.41% │
│ Sharpe (closed trades)3.89
│ Sortino (closed trades)2.57
│ Calmar (closed trades) │ 43.03
│ SQN │ 0.71
│ Profit factor │ 1.30
│ Expectancy (Ratio) │ 0.74 (0.04) │
│ Avg. daily profit │ 1.844 USDT │
│ Avg. stake amount │ 345.478 USDT │
Market change 30.51%
Total trade volume53390.788 USDT
│ Long / Short trades │ 67 / 10
│ Long / Short profit % │ 9.19% / -3.48%
Long / Short profit USDT91.940 / -34.783
Best Pair LTC/USDT:USDT 5.69%
Worst Pair ADA/USDT:USDT -5.21%
Best trade │ XRP/USDT:USDT 2.00%
Worst trade ADA/USDT:USDT -10.17%
Best day │ 27.031 USDT
Worst day │ -47.826 USDT
Days win/draw/lose │ 20 / 6 / 5
│ Min/Max/Avg. Duration Winners │ 0d 00:35 / 5d 18:15 / 0d 15:49
│ Min/Max/Avg. Duration Losers │ 0d 10:40 / 17d 08:00 / 2d 17:00
Max Consecutive Wins / Loss │ 36 / 3
Rejected Entry signals 258
Entry/Exit Timeouts0 / 0
│ Min/Max balance (closed trades) │ 1003.205 USDT / 1151.425 USDT │
│ Max % of account underwater │ 8.19%
Absolute drawdown │ 94.268 USDT (8.19%)
Drawdown duration │ 9 days 08:50:00
Profit at drawdown start │ 151.425 USDT
│ Profit at drawdown end 57.157 USDT
Drawdown start │ 2025-07-22 15:10:00
│ Drawdown end │ 2025-08-01 00:00:00 │
Wallet based Metrics
│ Min/Max balance (wallet balance) │ 1000 USDT / 1151.425 USDT │
│ Min/Max balance dates (wallet balance) │ 2025-07-01 00:05:00 / 2025-07-22 15:15:00 │
│ Max % of account underwater (balance) │ 5.01% │
│ Absolute drawdown (wallet balance) │ 54.76 USDT (4.76%) │
│ Drawdown duration │ 7 days 20:35:00 │
│ Profit at drawdown start │ 151.425 USDT │
│ Profit at drawdown end │ 96.664 USDT │
│ Drawdown start │ 2025-07-22 15:15:00 │
│ Drawdown end │ 2025-07-30 11:50:00 │
│ Sharpe (daily wallet balance) │ 4.42 │
│ Sortino (daily wallet balance) │ 4.35 │
│ Calmar (daily wallet balance) │ 136.07 │
└────────────────────────────────────────┴───────────────────────────────────────────┘
Backtested 2025-07-01 00:00:00 -&gt; 2025-08-01 00:00:00 | Max open trades : 3
STRATEGY SUMMARY
┏━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━
┃ Strategy ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ Drawdown ┃
┡━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━
│ SampleStrategy │ 77 │ 0.22 54.774 │ 5.48 │ 22:12:00 │ 67 0 10 87.0 │ 94.647 USDT 8.23% │
└────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┴────────────────────
STRATEGY SUMMARY
┏━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━┓
┃ Strategy ┃ Trades ┃ Avg Profit % ┃ Tot Profit ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ Drawdown ┃
┡━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━┩
│ SampleStrategy │ 77 │ 0.2357.157 │ 5.72 │ 22:12:00 │ 67 0 10 87.0 │ 94.268 8.19% │
└────────────────┴────────┴──────────────┴─────────────┴──────────────┴──────────────┴────────────────────────┴────────────────┘
</code></pre></div>
<h3 id="backtesting-report-table">Backtesting report table<a class="headerlink" href="#backtesting-report-table" title="Permanent link">&para;</a></h3>
<p>The first table contains all trades the bot made, including "left open trades".</p>
@@ -2746,59 +2758,72 @@ These trades are also included in the first table, but are also shown separately
<h3 id="summary-metrics">Summary metrics<a class="headerlink" href="#summary-metrics" title="Permanent link">&para;</a></h3>
<p>The last element of the backtest report is the summary metrics table.
It contains key metrics about the performance of your strategy on backtesting data.</p>
<div class="highlight"><pre><span></span><code>┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┓
┃ Metric ┃ Value ┃
┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┩
│ Backtesting from │ 2025-07-01 00:00:00 │
│ Backtesting to │ 2025-08-01 00:00:00 │
Trading Mode │ Isolated Futures
Max open trades │ 3
Total/Daily Avg Trades77 / 2.48
Starting balance1000 USDT
Final balance │ 1054.669 USDT │
Absolute profit54.669 USDT
Total profit % │ 5.47%
CAGR % │ 87.14%
Sortino │ 2.46
│ Sharpe │ 3.73
Calmar 40.81
SQN 0.69
Profit factor1.29
Expectancy (Ratio)0.71 (0.04)
Avg. daily profit1.764 USDT
│ Avg. stake amount │ 345.251 USDT │
Total trade volume53352.96 USDT │
Long / Short trades │ 67 / 10
Long / Short profit % │ 8.93% / -3.46%
│ Long / Short profit USDT │ 89.262 / -34.593
Best Pair │ LTC/USDT:USDT 5.62%
Worst PairADA/USDT:USDT -5.21%
│ Best tradeETC/USDT:USDT 2.00% │
│ Worst trade │ ADA/USDT:USDT -10.17%
│ Best day26.931 USDT
│ Worst day-47.741 USDT
Days win/draw/lose │ 20 / 6 / 5
Min/Max/Avg. Duration Winners │ 0d 00:35 / 5d 18:15 / 0d 15:49
Min/Max/Avg. Duration Losers │ 0d 10:40 / 17d 08:00 / 2d 17:00
│ Max Consecutive Wins / Loss │ 36 / 3
Rejected Entry signals │ 258
Entry/Exit Timeouts0 / 0
Min/Max balance realized │ 1003.168 USDT / 1149.577 USDT
Min/Max balance unrealized │ 1000 USDT / 1149.577 USDT
│ Min/Max balance dates 2025-07-01 00:05:00 / 2025-07-22 15:15:00
│ Max % of account underwater │ 8.26% │
│ Absolute drawdown │ 94.908 USDT (8.26%) │
│ Drawdown duration │ 9 days 08:50:00 │
│ Profit at drawdown start │ 149.577 USDT │
│ Profit at drawdown end │ 54.669 USDT │
│ Drawdown start │ 2025-07-22 15:10:00 │
│ Drawdown end │ 2025-08-01 00:00:00 │
Market change30.51%
└───────────────────────────────┴───────────────────────────────────────────┘
<div class="highlight"><pre><span></span><code> SUMMARY METRICS
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┓
┃ Metric ┃ Value ┃
┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┩
│ Backtesting from │ 2025-07-01 00:00:00 │
Backtesting to │ 2025-08-01 00:00:00
Trading Mode │ Isolated Futures
Max open trades3
Total/Daily Avg Trades 77 / 2.48
Starting balance │ 1000 USDT
Final balance 1057.157 USDT │
Absolute profit │ 57.157 USDT
Total profit % 5.72%
CAGR % 92.41%
│ Sharpe (closed trades) │ 3.89
Sortino (closed trades)2.57
Calmar (closed trades)43.03
SQN 0.71
Profit factor 1.30
Expectancy (Ratio) 0.74 (0.04)
│ Avg. daily profit │ 1.844 USDT
Avg. stake amount 345.478 USDT
Market change30.51%
Total trade volume │ 53390.788 USDT
│ Long / Short trades │ 67 / 10
Long / Short profit %9.19% / -3.48%
Long / Short profit USDT │ 91.940 / -34.783
│ Best Pair LTC/USDT:USDT 5.69% │
│ Worst Pair │ ADA/USDT:USDT -5.21%
│ Best trade XRP/USDT:USDT 2.00%
│ Worst trade ADA/USDT:USDT -10.17%
Best day │ 27.031 USDT
Worst day │ -47.826 USDT
Days win/draw/lose │ 20 / 6 / 5
│ Min/Max/Avg. Duration Winners │ 0d 00:35 / 5d 18:15 / 0d 15:49
Min/Max/Avg. Duration Losers │ 0d 10:40 / 17d 08:00 / 2d 17:00
Max Consecutive Wins / Loss 36 / 3
Rejected Entry signals258
Entry/Exit Timeouts │ 0 / 0
│ Min/Max balance (closed trades)1003.205 USDT / 1151.425 USDT
│ Max % of account underwater │ 8.19% │
│ Absolute drawdown │ 94.268 USDT (8.19%) │
│ Drawdown duration │ 9 days 08:50:00 │
│ Profit at drawdown start │ 151.425 USDT │
│ Profit at drawdown end │ 57.157 USDT │
│ Drawdown start │ 2025-07-22 15:10:00 │
│ Drawdown end │ 2025-08-01 00:00:00 │
│ Wallet based Metrics │ │
│ Min/Max balance (wallet balance) │ 1000 USDT / 1151.425 USDT │
│ Min/Max balance dates (wallet balance) │ 2025-07-01 00:05:00 / 2025-07-22 15:15:00 │
│ Max % of account underwater (balance) │ 5.01% │
│ Absolute drawdown (wallet balance) │ 54.76 USDT (4.76%) │
│ Drawdown duration │ 7 days 20:35:00 │
│ Profit at drawdown start │ 151.425 USDT │
│ Profit at drawdown end │ 96.664 USDT │
│ Drawdown start │ 2025-07-22 15:15:00 │
│ Drawdown end │ 2025-07-30 11:50:00 │
│ Sharpe (daily wallet balance) │ 4.42 │
│ Sortino (daily wallet balance) │ 4.35 │
│ Calmar (daily wallet balance) │ 136.07 │
└────────────────────────────────────────┴───────────────────────────────────────────┘
</code></pre></div>
<ul>
<li><code>Backtesting from</code> / <code>Backtesting to</code>: Backtesting range (usually defined with the <code>--timerange</code> option).</li>
@@ -2810,14 +2835,15 @@ It contains key metrics about the performance of your strategy on backtesting da
<li><code>Absolute profit</code>: Profit made in stake currency.</li>
<li><code>Total profit %</code>: Total profit. Aligned to the <code>TOTAL</code> row's <code>Tot Profit %</code> from the first table. Calculated as <code>(End capital Starting capital) / Starting capital</code>.</li>
<li><code>CAGR %</code>: Compound annual growth rate.</li>
<li><code>Sortino</code>: Annualized Sortino ratio.</li>
<li><code>Sharpe</code>: Annualized Sharpe ratio.</li>
<li><code>Calmar</code>: Annualized Calmar ratio.</li>
<li><code>Sharpe (closed trades)</code>: Annualized Sharpe ratio including only closed trades (ignoring open trades with profits or losses).</li>
<li><code>Sortino (closed trades)</code>: Annualized Sortino ratio including only closed trades (ignoring open trades with profits or losses).</li>
<li><code>Calmar (closed trades)</code>: Annualized Calmar ratio including only closed trades (ignoring open trades with profits or losses).</li>
<li><code>SQN</code>: System Quality Number (SQN) - by Van Tharp.</li>
<li><code>Profit factor</code>: Sum of the profits of all winning trades divided by the sum of the losses of all losing trades.</li>
<li><code>Expectancy (Ratio)</code>: Expectancy ratio, which is the average profit or loss per trade. A negative expectancy ratio means that your strategy is not profitable.</li>
<li><code>Avg. daily profit</code>: Average profit per day, calculated as <code>(Total Profit / Backtest Days)</code>.</li>
<li><code>Avg. stake amount</code>: Average stake amount, either <code>stake_amount</code> or the average when using dynamic stake amount.</li>
<li><code>Market change</code>: Change of the market during the backtest period. Calculated as the average of all pairs' changes from the first to the last candle using the "close" column.</li>
<li><code>Total trade volume</code>: Volume generated on the exchange to reach the above profit.</li>
<li><code>Long / Short trades</code>: Split long/short trade counts (only shown when short trades were made).</li>
<li><code>Long / Short profit %</code>: Profit percentage for long and short trades (only shown when short trades were made).</li>
@@ -2831,16 +2857,23 @@ It contains key metrics about the performance of your strategy on backtesting da
<li><code>Max Consecutive Wins / Loss</code>: Maximum consecutive wins/losses in a row.</li>
<li><code>Rejected Entry signals</code>: Trade entry signals that could not be acted upon due to <code>max_open_trades</code> being reached.</li>
<li><code>Entry/Exit Timeouts</code>: Entry/exit orders which did not fill (only applicable if custom pricing is used).</li>
<li><code>Min/Max balance realized</code>: Lowest and Highest Wallet balance during the backtest period based on closed trades trades.</li>
<li><code>Min/Max balance unrealized</code>: Lowest and Highest Wallet balance during the backtest period - including capital tied in open trades.</li>
<li><code>Min/Max balance dates</code>: Dates when the minimum and maximum unrealized balance occurred.</li>
<li><code>Min/Max balance (closed trades)</code>: Lowest and Highest Wallet balance during the backtest period based on closed trades trades.</li>
<li><code>Max % of account underwater</code>: Maximum percentage your account has decreased from the top since the simulation started. Calculated as the maximum of <code>(Max Balance - Current Balance) / (Max Balance)</code>.</li>
<li><code>Absolute drawdown</code>: Maximum absolute drawdown experienced, including percentage relative to the account calculated as <code>(Absolute Drawdown) / (DrawdownHigh + startingBalance)</code>..</li>
<li><code>Absolute drawdown (wallet balance)</code>: Maximum absolute drawdown experienced based on the unrealized balance, including percentage relative to the account calculated as <code>(Absolute Drawdown) / (DrawdownHigh + startingBalance)</code>.</li>
<li><code>Drawdown duration</code>: Duration of the largest drawdown period.</li>
<li><code>Profit at drawdown start</code> / <code>Profit at drawdown end</code>: Profit at the beginning and end of the largest drawdown period.</li>
<li><code>Drawdown start</code> / <code>Drawdown end</code>: Start and end datetime for the largest drawdown (can also be visualized via the <code>plot-dataframe</code> sub-command).</li>
<li><code>Market change</code>: Change of the market during the backtest period. Calculated as the average of all pairs' changes from the first to the last candle using the "close" column.</li>
<li><code>Min/Max balance (wallet balance)</code>: Lowest and Highest Wallet balance during the backtest period - including capital tied in open trades.</li>
<li><code>Min/Max balance dates (wallet balance)</code>: Dates when the minimum and maximum unrealized balance occurred.</li>
<li><code>Sharpe (wallet balance)</code> Annualized Sharpe ratio calculation including unrealized profits.</li>
<li><code>Sortino (wallet balance)</code> Annualized Sortino ratio calculation including unrealized profits.</li>
<li><code>Calmar (wallet balance)</code> Annualized Calmar ratio calculation including unrealized profits.</li>
</ul>
<div class="admonition tip">
<p class="admonition-title">Wallet based Metrics</p>
<p>The metrics under the "Wallet based Metrics" section are calculated based on the unrealized balance, which includes the capital tied in open trades. This provides a more comprehensive view of the strategy's performance, as it accounts for both realized and unrealized profits and losses.</p>
</div>
<h3 id="daily-weekly-monthly-yearly-breakdown">Daily / Weekly / Monthly / Yearly breakdown<a class="headerlink" href="#daily-weekly-monthly-yearly-breakdown" title="Permanent link">&para;</a></h3>
<p>You can get an overview over daily, weekly, monthly, or yearly results by using the <code>--breakdown &lt;&gt;</code> switch.</p>
<p>To visualize monthly and yearly breakdowns, you can use the following:</p>
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